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Question 4 You have the following six years of data covering share A and the market portfolio. Year share a market portfolio weighted yearly
Question 4 You have the following six years of data covering share A and the market portfolio. Year share a market portfolio weighted yearly return 2005 7% 9% ? 2006 4% 2% ? 2007 6% 15% ? 2008 1% 5% ? 2009 -3% -4% ? 2010 4% 15% ? ? i. ii. III. iv. Calculate the yearly returns of the portfolio created by allocating your money 30% in share A and 70% in the market portfolio. Calculate the expected return and standard deviation of stock A. Calculate the expected return and standard deviation (use population N) of the market. Calculate the expected return and standard deviation (use population N) of a portfolio made up of 30% investment share A and 70% in the market. Text Predictions: On Accessibility: Good to go QL ASUS www Focus HE 13 14 63 15 f6 f7 f80/ 19 F101 112 IA prt sc delet
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